-9.9%
GTLB vs RVTY
+16.6%
-26.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.5% |
| 7D | +4.6% | +0.4% | +4.2% | +4.6% |
| 30D | +21.0% | +10.8% | +10.2% | +16.6% |
| 3M | +51.7% | +26.8% | +24.9% | +38.0% |
| 6M | +89.3% | +39.3% | +50.0% | +64.7% |
| YTD | +25.6% | +31.6% | -6.0% | +11.7% |
| 1Y | -1.5% | +47.7% | -49.2% | -16.7% |
| 3Y | -9.9% | +19.9% | -29.9% | -20.4% |
| All | -9.9% | +16.6% | -26.5% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RVTY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling